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Currency

 

 

 

 

Category

TestSettings

Description

The base currency of the model account in a backtest

Value

A three-letter currency abbreviation such as AUD, CAD, USD, JPY etc. (do not include quotation marks)

Notes

Only specify a base currency when you specifically want to test multi-currency strategies, e.g. trading US stocks in a non-US account.

For this setting to work, the active data file must include the appropriate exchange rate series, e.g. AUDUSD, and the stock metadata must specify the currency for each symbol.

See Testing Multi-Currency Strategies for details on how this works.

 

 

 

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